Euro Bund Future September 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 121.72 121.97 0.25 0.2% 121.59
High 121.73 121.98 0.25 0.2% 123.50
Low 121.56 121.97 0.41 0.3% 121.39
Close 121.66 121.95 0.29 0.2% 122.27
Range 0.17 0.01 -0.16 -94.1% 2.11
ATR 0.46 0.45 -0.01 -2.2% 0.00
Volume 1,151 2 -1,149 -99.8% 878
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 122.00 121.98 121.96
R3 121.99 121.97 121.95
R2 121.98 121.98 121.95
R1 121.96 121.96 121.95 121.97
PP 121.97 121.97 121.97 121.97
S1 121.95 121.95 121.95 121.96
S2 121.96 121.96 121.95
S3 121.95 121.94 121.95
S4 121.94 121.93 121.94
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 128.72 127.60 123.43
R3 126.61 125.49 122.85
R2 124.50 124.50 122.66
R1 123.38 123.38 122.46 123.94
PP 122.39 122.39 122.39 122.67
S1 121.27 121.27 122.08 121.83
S2 120.28 120.28 121.88
S3 118.17 119.16 121.69
S4 116.06 117.05 121.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.04 121.56 1.48 1.2% 0.31 0.3% 26% False False 253
10 123.50 121.39 2.11 1.7% 0.44 0.4% 27% False False 211
20 123.50 120.85 2.65 2.2% 0.29 0.2% 42% False False 167
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 122.02
2.618 122.01
1.618 122.00
1.000 121.99
0.618 121.99
HIGH 121.98
0.618 121.98
0.500 121.98
0.382 121.97
LOW 121.97
0.618 121.96
1.000 121.96
1.618 121.95
2.618 121.94
4.250 121.93
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 121.98 121.92
PP 121.97 121.89
S1 121.96 121.86

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These figures are updated between 7pm and 10pm EST after a trading day.

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